An Autoregressive Model with Semi-stable Marginals

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dc.creatorSatheesh, S
dc.creatorSandhya, E
dc.date2006-02-14
dc.date2007-02-04
dc.date.accessioned2026-07-07T08:07:33Z
dc.date.available2026-07-07T08:07:33Z
dc.descriptionThe family of semi-stable laws is shown to be semi-selfdecomposable. Thus they qualify to model stationary first order autoregressive schemes. A connection between these autoregressive schemes with semi-stable marginals and semi-selfsimilar processes is given.
dc.descriptionPDF File, 5 Pages, corrections incorporated and contents changed
dc.identifierhttps://arxiv.org/abs/math/0602286
dc.identifierhttp://arxiv.org/abs/math/0602286
dc.identifierProbStat Models 6, January-2007, p.1-5
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130970
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60 E 07, 60 G 10, 60 G 18, 60 G 51, 62 M 10
dc.titleAn Autoregressive Model with Semi-stable Marginals
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